Assume the current Treasury yield curve shows that the spot rates for six months, one year, and one and a half years are $1\mathrm{.}0\%,1\mathrm{.}1\%,$ and $1\mathrm{.}3\%,$ all quoted as semiannually compounded APRs. What is the price of a $$1,000$ par, $3\mathrm{.}5\%$ coupon bond maturing in one and a half years $($the next coupon is exactly six months from now$)?$

The price of this bond is $

$($Round to the nearest cent.$)$